-22.5%
KWEB vs EVRG
+113.9%
-136.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -10.7% | -1.2% | -9.5% | -10.6% |
| 3M | -7.4% | -0.6% | -6.8% | -7.5% |
| 6M | -19.3% | +2.4% | -21.8% | -19.7% |
| YTD | -27.8% | +15.5% | -43.2% | -29.1% |
| 1Y | -35.9% | +16.8% | -52.8% | -37.2% |
| 3Y | -1.9% | +75.0% | -76.9% | -8.5% |
| 5Y | -43.2% | +49.3% | -92.5% | -46.3% |
| All | -22.5% | +113.9% | -136.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling